+1,502.1%
QLD vs PFG
+184.0%
+1,318.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.8% |
| 7D | +7.0% | +2.4% | +4.6% | +5.2% |
| 30D | -14.3% | +5.9% | -20.2% | -17.6% |
| 3M | -16.0% | -0.4% | -15.5% | -16.1% |
| 6M | -14.2% | +14.8% | -29.1% | -23.7% |
| YTD | +12.8% | +31.9% | -19.2% | -9.6% |
| 1Y | +14.1% | +38.8% | -24.8% | -12.0% |
| 3Y | +146.0% | +82.4% | +63.6% | +55.5% |
| 5Y | +82.0% | +94.7% | -12.7% | +12.5% |
| All | +1,502.1% | +184.0% | +1,318.2% | +636.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling